Over 2020 to 2025 (6 years of data), RECITEUR has tended to move long between 09.07 and 23.08, closing higher in 80.0% of those years for an average +5.58% move and an annualized Sharpe of 2.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.08 | Long | 80.0% | +5.58% | 2.38 | 5 |
| 08.07 → 23.08 | Long | 80.0% | +5.53% | 2.49 | 5 |
| 09.07 → 21.08 | Long | 80.0% | +5.50% | 2.23 | 5 |
| 08.07 → 21.08 | Long | 80.0% | +5.46% | 2.31 | 5 |
| 09.07 → 22.08 | Long | 80.0% | +5.21% | 2.11 | 5 |
| 08.07 → 22.08 | Long | 80.0% | +5.16% | 2.20 | 5 |
| 10.07 → 23.08 | Long | 80.0% | +4.95% | 2.02 | 5 |
| 09.07 → 24.08 | Long | 80.0% | +4.93% | 2.15 | 5 |